640 reputation
1616
bio website dcook.org/work
location Tokyo, Japan
age
visits member for 3 years, 5 months
seen Feb 11 at 10:49

UPDATE: My new book, "Data Push Apps with HTML5 SSE" is out and selling! Get it from O'Reilly here: http://shop.oreilly.com/product/0636920030928.do Or from Amazon here: http://www.amazon.com/dp/1449371930 Or from any good bookseller.


I'm director at QQ Trends, a company that solves difficult data and software challenges for our clients. (We often have freelance projects, so get in touch if interested.)

UPDATE: currently looking for a part-time CSS/JS programmer. 理想は東京所在、日本語が読める方。Interesting project(s), you will definitely learn something.

(And, of course, please do get in touch if you have interesting challenges that you would like our world-class experts to work on!)

Typical work: doing fun stuff with data (fixing, mining, etc.), web sites (front and back-ends), trading strategies. Research: trading strategies, computer go, machine translation, understanding context, AI search algorithms. Languages: C++, PHP, R, javascript, and many more.

I'm British, living and working in Tokyo for almost 20 years. Human Languages: English, Japanese (fairly fluent, 1 kyu), some German, Chinese and Arabic.

(Contact me at dc at qqtrend dot com: please mention you are coming from StackOverflow, so I know it is not spam.)


Easy ways to irritate me on StackExchange sites (whether my own question or someone else's): 1. Downvote without a comment (N/A/ if someone already left a comment and you just agree with it, of course); 2. Answer in comments. Other than that I'm a really easy-going pragmatic guy :-)


Jul
10
comment Why use a column database for tick/bar data?
Thanks @chrisaycock I had read one of those in my hunt yesterday, but the first link I'd missed and it was very informative (I'm still working through the linked 85-page PDF, but that looks useful too). I've added more information to my question to explain why I don't feel the linked-to answers fully answer my question.
Jul
10
revised Why use a column database for tick/bar data?
Explain why I don't think other similars questions are answering the question here.
Jul
10
revised Efficiently storing real-time intraday data in an application agnostic way
edited tags
Jul
9
comment Why use a column database for tick/bar data?
Another question: I usually think in terms of one table per symbol (instrument/contract). Reading between the lines of your answer, when you have a column-oriented DB do you keep all symbols in one table?
Jul
9
comment Why use a column database for tick/bar data?
Thanks for the reply Freddy. When you say column DBs are all about Key/Value, what is the key? When I think tick/bar data, the key is a datestamp, but that is a row-oriented concept, isn't it?
Jul
9
asked Why use a column database for tick/bar data?
Jul
9
awarded  Organizer
Jul
9
revised Usage of NoSQL storage in Finance
edited tags
Jun
21
answered Tick data collection
May
30
revised Reseach on when people/institutions sell?
I'm guessing "noble prices" was supposed to be "Nobel prizes"
May
30
suggested approved edit on Reseach on when people/institutions sell?
May
26
awarded  Popular Question
Apr
18
accepted How to remove the risk element from a set of fixed rate mortgage offerings?
Apr
18
accepted Evaluating automated trading strategies: accepted practice
Apr
16
comment Free intra-day equity data source
Answering my own question, Google Finance keeps 15 days of intraday data, 3 years of EOD daily data (I couldn't find an authoritative source, but a few blogs gave these numbers).
Apr
15
comment Free intra-day equity data source
Thanks, that is a useful source. How far back does the minute data go back? I tried with one stock, requesting 720d, but it only went back 18 days (March 26th to April 13th). Is there a way to specify start and/or end date and make multiple requests to get it further back?
Apr
11
comment Free intra-day equity data source
@user508 Great tip, thanks! I've just been playing with the IBrokers package, and I was indeed able to get minute bars for a day a year ago (for a Japanese equity). It also worked for an expired Mini-Nikkei futures contract for one day a year ago. OTOH, I couldn't get minute data for even a week ago for EUR/USD.
Mar
7
comment Is there an open source alternative to Reuters Kondor+?
Incidentally, anyone have a reliable link to a page about Kondor+ ? Reuters website keeps giving me 404s, even when following links in their own search results!
Feb
29
answered local price return and volume relationship
Feb
21
answered Which brokers offer a .NET stock trading API?